Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-24 00:00:00+00:00 0.525183 0.586883 0.655884 0.739354 0.838382 0.953119 1.097596
2024-12-01 00:00:00+00:00 0.432452 0.504762 0.590851 0.702478 0.845784 1.027040 1.279503
2024-12-08 00:00:00+00:00 0.371264 0.447251 0.541990 0.671512 0.848513 1.089205 1.455177
2024-12-15 00:00:00+00:00 0.341377 0.423217 0.529684 0.682727 0.905045 1.230450 1.773730
2024-12-22 00:00:00+00:00 0.322486 0.410301 0.529072 0.708040 0.983883 1.418697 2.220278
2024-12-29 00:00:00+00:00 0.302424 0.393094 0.519772 0.718494 1.041147 1.585294 2.688449
2025-01-05 00:00:00+00:00 0.284469 0.376670 0.509197 0.724700 1.091684 1.751484 3.221769
2025-01-12 00:00:00+00:00 0.266230 0.357937 0.492897 0.719124 1.120570 1.884681 3.744732
2025-01-19 00:00:00+00:00 0.244749 0.332576 0.463983 0.689070 1.100606 1.917847 4.048118
2025-01-26 00:00:00+00:00 0.234212 0.322687 0.457960 0.696399 1.150263 2.105996 4.855946
2025-02-02 00:00:00+00:00 0.225135 0.314223 0.453241 0.705094 1.203727 2.317557 5.876248
2025-02-09 00:00:00+00:00 0.213981 0.301667 0.440696 0.698083 1.224062 2.457705 6.774798
2025-02-16 00:00:00+00:00 0.204467 0.291426 0.431731 0.697803 1.261306 2.659830 8.128914
2025-02-23 00:00:00+00:00 0.190676 0.273447 0.408317 0.667613 1.228234 2.666922 8.693815
2025-03-02 00:00:00+00:00 0.178712 0.257768 0.387781 0.641000 1.199388 2.679620 9.324605
2025-03-09 00:00:00+00:00 0.173976 0.253634 0.386921 0.652934 1.262091 2.982934 11.895648
2025-03-16 00:00:00+00:00 0.171512 0.253049 0.392158 0.677638 1.360739 3.444312 16.461845
2025-03-23 00:00:00+00:00 0.167125 0.248916 0.390630 0.688052 1.425880 3.828175 21.706055
2025-03-30 00:00:00+00:00 0.162476 0.244040 0.387334 0.694258 1.481465 4.209117 28.572573
2025-04-06 00:00:00+00:00 0.156720 0.236921 0.379331 0.689226 1.505220 4.479035 35.693140
2025-04-13 00:00:00+00:00 0.148499 0.225098 0.361722 0.661013 1.457936 4.426395 37.979685
2025-04-20 00:00:00+00:00 0.145051 0.221534 0.359670 0.668009 1.515595 4.880188 52.874393
2025-04-27 00:00:00+00:00 0.141946 0.218410 0.358234 0.676264 1.579265 5.411673 77.532116